A modified Robbins-Monro procedure approximating the zero of a regression function from below

DOI10.1214/AOS/1176343758MaRDI QIDQ1238580zbMATH OpenOpenAlexFDO

Authors Dan Anbar

Publication date 1977

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176343758

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Linear regression; mixed models (62J05) Stochastic approximation (62L20)

Cited in

(7)

• One-sided convergence of a modified Robbins-Monro process
• One-sided convergence of continuous processes of stochastic approximation
• On one-sided convergence of a modified stochastic approximation process
• Convergence of the Robbins-Monro process with small steps from below
• A probability estimate for not exceeding the unknown threshold by the Robbins-Monro algorithm
• A two-stage hybrid procedure for estimating an inverse regression function
• Setup adjustment for discrete-part manufacturing processes with asymmetric cost functions

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